Anic Equity¶

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Total return since start: 0.705 %¶

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Equity now: -----------------------------> 52069.65 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 47948.18 Kr¶

PnL: ---------------------------------------> -983.82 Kr¶

DD now: ---------------------------------> -1.978 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-14 09:59:14.028679'

Anic Portfolio¶

Today¶

Return: -0.01 %¶

This Week¶

Return: -0.471 %¶

Total portfolio value¶

Return including deposits: 70.463 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 -0.930000 2332.000000 143.000000 6.530000 2189.000000
Volati 5 6.110000 608.000000 34.000000 5.920000 574.000000
BHG Group 49 1.860000 669.340000 30.340000 4.750000 638.999984
Xvivo Perfusion 3 -0.850000 874.500000 29.500000 3.490000 845.000001
Biotage 4 0.900000 629.600000 26.600000 4.410000 603.000000
Vitrolife 3 0.950000 699.000000 22.000000 3.250000 677.000001
Addtech B 3 0.670000 720.000000 20.000000 2.860000 699.999999
SynAct Pharma 9 0.960000 664.200000 19.200000 2.980000 645.000003
Eastnine 6 -1.240000 669.600000 12.600000 1.920000 657.000000
Svolder B 35 -0.080000 2191.000000 12.000000 0.550000 2179.000005
NCC B 7 0.850000 662.200000 8.200000 1.250000 653.999997
Fortnox 10 -0.410000 673.600000 5.600000 0.840000 668.000000
Latour B 2 -0.310000 450.600000 1.600000 0.360000 449.000000
Embracer Group B 26 -1.750000 662.740000 0.740000 0.110000 661.999988
Addnode Group B 6 -1.030000 752.400000 0.400000 0.050000 751.999998
Indutrade 5 -0.640000 1320.000000 0.000000 0.000000 1320.000000
NCC A 6 -0.200000 598.800000 -0.200000 -0.030000 598.999998
Profoto Holding 7 0.240000 581.000000 -1.000000 -0.170000 581.999999
Humana 40 1.450000 672.000000 -2.000000 -0.300000 674.000000
Nolato B 12 -1.020000 640.800000 -7.200000 -1.110000 648.000000
Sampo Oyj SDB 1 -1.000000 493.500000 -11.500000 -2.280000 505.000000
Investor B 3 -0.390000 646.200000 -11.800000 -1.790000 657.999999
SCA A 4 -0.270000 586.400000 -12.600000 -2.100000 599.000000
Sdiptech B 3 -1.970000 808.200000 -13.800000 -1.680000 822.000000
BONESUPPORT HOLDING 10 -0.830000 1200.000000 -24.000000 -1.960000 1224.000000
Lime Technologies 2 -2.570000 568.000000 -25.000000 -4.220000 593.000000
Gaming Innovation Group 161 0.190000 4153.800000 -34.200000 -0.820000 4187.999942
Ambea 68 1.210000 2495.600000 -41.400000 -1.630000 2537.000032
Creades A 7 0.260000 550.200000 -60.800000 -9.950000 610.999998
Lundin Gold 7 -1.070000 907.200000 -66.800000 -6.860000 973.999999
Balco Group 39 -0.330000 1794.000000 -81.000000 -4.320000 1874.999997
Investor A 16 -0.420000 3451.200000 -93.800000 -2.650000 3545.000000
Sedana Medical 135 1.700000 4203.900000 -127.100000 -2.930000 4330.999935
New Wave B 40 -0.040000 3758.400000 -157.600000 -4.020000 3916.000000
Wästbygg Gruppen B 80 -1.490000 2648.000000 -223.000000 -7.770000 2871.000000
Bactiguard Holding B 37 1.440000 2612.200000 -354.800000 -11.960000 2966.999993
TOTAL 47948.180000 -983.820000 -1.97796% 48931.999868

Updated:¶

'2023-06-14 09:59:29.940808'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶